Testing distribution in deconvolution problems
Statistics Theory
2009-01-28 v1 Statistics Theory
Abstract
In this paper we consider a random variable contamined by an independent additive noise . We assume that has known distribution. Our purpose is to test the distribution of the unobserved random variable . We propose a data driven statistic based on a development of the density of , which is valid in the discrete case and in the continuous case. The test is illustrated in both cases.
Cite
@article{arxiv.0901.4186,
title = {Testing distribution in deconvolution problems},
author = {Denys Pommeret},
journal= {arXiv preprint arXiv:0901.4186},
year = {2009}
}
Comments
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)